Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47857.65 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46462.77 Kr¶

PnL: ---------------------------------------> -425.8 Kr¶

DD now: ---------------------------------> -1.588 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 12:44:51.305341'

Anic Portfolio¶

Today¶

Return: 0.682 %¶

This Week¶

Return: 0.682 %¶

Total¶

Return: 56.674 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 1.880000 2845.500000 209.500000 7.950000 2636.000010
Beijer Electronics Group 26 -0.330000 3125.200000 154.200000 5.190000 2971.000006
Corem Property Group B 59 3.490000 665.520000 88.520000 15.340000 576.999999
Samhällsbyggnadsbo. i Norden B 20 3.950000 441.800000 86.800000 24.450000 355.000000
HMS Networks 2 1.400000 722.000000 49.000000 7.280000 673.000000
Samhällsbyggnadsbo. i Norden D 12 4.630000 271.200000 25.200000 10.240000 246.000000
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
Nordea Bank Abp 29 0.760000 3475.360000 21.360000 0.620000 3453.999992
OEM International B 7 1.830000 546.700000 18.700000 3.540000 527.999997
Coor Service Management Hold. 8 0.660000 549.600000 17.600000 3.310000 532.000000
Midsona B 63 0.960000 597.870000 14.870000 2.550000 582.999984
Intrum 4 1.690000 541.400000 14.400000 2.730000 527.000000
MedCap 2 1.650000 431.000000 10.000000 2.380000 421.000000
Eastnine 4 -0.950000 500.800000 9.800000 2.000000 491.000000
Boozt 12 -0.430000 1663.200000 9.200000 0.560000 1653.999996
Norva24 Group 16 -0.290000 551.680000 8.680000 1.600000 543.000000
AcadeMedia 12 0.680000 565.200000 8.200000 1.470000 557.000004
Resurs Holding 22 -0.710000 580.800000 6.800000 1.180000 573.999998
Karnov Group 9 -1.790000 541.800000 5.800000 1.080000 536.000004
Essity A 4 -0.350000 1154.000000 5.000000 0.440000 1149.000000
Essity B 2 0.380000 578.600000 4.600000 0.800000 574.000000
Securitas B 6 1.310000 571.020000 1.020000 0.180000 570.000000
Handelsbanken A 5 0.050000 546.000000 0.000000 0.000000 546.000000
Fastighetsbolag. Emilshus Pref 21 -0.190000 560.700000 -1.300000 -0.230000 562.000005
Creaspac SPAC 6 -0.730000 574.800000 -2.200000 -0.380000 577.000002
Swedbank A 3 -0.240000 559.650000 -4.350000 -0.770000 564.000000
CTEK 13 0.780000 521.950000 -12.050000 -2.260000 533.999999
SAAB B 8 1.750000 3340.000000 -37.000000 -1.100000 3377.000000
International Petroleum Corp. 5 2.590000 534.000000 -60.570000 -10.190000 594.565215
Vivesto 1368 1.950000 543.920000 -69.080000 -11.270000 612.999432
Sampo Oyj SDB 7 0.280000 3773.000000 -77.000000 -2.000000 3850.000000
OX2 18 -1.640000 1509.300000 -154.700000 -9.300000 1663.999992
Axfood 13 0.070000 3558.100000 -197.900000 -5.270000 3756.000001
Ovzon 52 3.820000 3109.600000 -252.400000 -7.510000 3361.999992
Fasadgruppen Group 35 -0.100000 3461.500000 -349.500000 -9.170000 3810.999990
TOTAL 46462.770000 -425.800000 -1.58799% 46888.564618

Updated:¶

'2023-01-16 12:45:03.559199'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶